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Symphonies
KMLM Switcher of Simon97 - Original
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Trades short-term extremes: bets on a volatility pop (UVXY) when stocks are too hot, and buys 3x equity rebounds (TECL/SOXL/SPXL) when too cold. If no extremes, it uses tech vs KMLM to switch between risk-on mean-reversion and defensive (SQQQ or TLT).
NutHow it works
Uses RSI (a 0–100 “too hot/too cold” gauge). If big stock ETFs look extremely hot (RSI ~80), it buys UVXY, a fund that jumps when market fear (VIX) pops. If they look very cold (RSI <30), it buys rebound plays: TECL (3x tech), SOXL (3x semis), SPXL (3x S&P). If no extremes, it compares tech (XLK) to KMLM (managed‑futures) to pick: mean‑revert in TECL/SOXL/SVIX (short VIX), or go defensive in SQQQ (short Nasdaq) or TLT (Treasuries).
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted upside than the S&P: Sharpe ~1.78 vs ~1.07, annualized return ~208% vs ~18%, and Calmar ~5.8. Strong upside with drawdown discipline and diversification beyond SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.160.3200.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
83.01%14.95%2.33%3.36%0.9
KMLM Switcher of Simon97 - Original
378,142.2%568.17%44.64%49.91%2.81
Initial Investment
$10,000.00
Final Value
$37,824,219.51
Regulatory Fees
$66,594.25
Total Slippage
$625,065.36
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi mean-reversion, volatility timing, leveraged etfs, tech/semis/s&p exposure, defensive switch (sqqq/tlt), kmlm signal
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"KMLM Switcher of Simon97 - Original" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Switcher of Simon97 - Original" is currently allocated toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switcher of Simon97 - Original" has returned 207.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Switcher of Simon97 - Original" is 36.07%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "KMLM Switcher of Simon97 - Original", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

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